+34.0%
SHEL vs ADVB
-74.4%
+108.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.2% |
| 7D | -5.8% | -1.2% | -4.6% | -5.8% |
| 30D | -1.3% | -61.4% | +60.1% | -1.3% |
| 3M | +12.7% | -67.8% | +80.5% | +12.7% |
| 6M | +19.9% | -66.9% | +86.7% | +20.4% |
| YTD | +38.3% | -64.9% | +103.2% | +36.4% |
| All | +34.0% | -74.4% | +108.3% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ADVB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling